Mean square convergence of multi-innovation forgetting gradient identification

IEEE Pacific RIM Conference on Communications, Computers, and Signal Processing - Proceedings

Volumn II, Issue , 2001, Pages 437-440

  Ding, F ^a   Ding, T ^a  

^a TSINGHUA UNIVERSITY   (China)

Author keywords

Identification; Parameter estimation; Signal processing

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; SIGNAL PROCESSING; STOCHASTIC CONTROL SYSTEMS;

MEAN SQUARE CONVERGENCE;

GRADIENT METHODS;

EID: 0034775799     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. Convergence analysis of forgetting gradient algorithm by using martingale hyperconvergence theorem
2. Convergence analysis of stochastic gradient algorithm
3. Martingale hyperconvergence theorem and the convergence of forgetting factor least squares algorithm
4. Comments on martingale hyperconvergence theorem and the convergence of forgetting factor least squares algorithm
5. Convergence of the forgetting factor algorithm for identifying timevarying systems
6. Multi-innovation identification method for time-varying systems